+641.7%
BE vs ARES
+786.5%
-144.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | -13.4% | +8.1% | -21.5% | -18.5% |
| 30D | -33.9% | +18.9% | -52.8% | -43.0% |
| 3M | -12.0% | +2.3% | -14.3% | -14.7% |
| 6M | -29.0% | +12.7% | -41.7% | -36.7% |
| YTD | +113.4% | -10.8% | +124.2% | +121.5% |
| 1Y | +33.2% | -5.3% | +38.5% | +31.6% |
| 3Y | +1,659.2% | +42.0% | +1,617.2% | +1,093.8% |
| 5Y | +461.4% | +88.3% | +373.1% | +197.2% |
| All | +641.7% | +786.5% | -144.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling